Multivariate Regression using excel vba

Alexinvestments

New Member
Joined
Jul 12, 2015
Messages
1
I am testing the a couple of CAPM based models for my dissertation, and I have a healthy amount of stocks to regress, 5000 according to my last calculations, they’d have to be done as 75 stocks at a time, (in a portfolio). The number makes it an unrealistic task to accomplish manually, I have tried to build on the scipts Ive found here, which were of extreme use, however I lack the skills to make it actually work, I can send a copy of my excel sheets to figure out if that is the root of the problem.
my script, its probably primitive and vulgar. Any help is greatly appreciated.
Thank you in advanced.
I have 3 independent variables in columns A:C and the dependent variables in D:AQ, Row 1 has headers and data starts at row 2. I would like to regress all the dependent variables to the independent ones separately and simultaneously, and set the name of the new sheet to that of the header of each.
Hameedalmaa@gmail.com
 

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